Trim the thick stalks from the fennel leaving only the bulbs. You can reserve the fronds and stalks for a soup base or use some of the fronds as a garnish if desired. Cut the bulb in half width wise and remove the core at the base. Thinly slice each bulb and reserve.
Peel, core and thinly slice the apples and reserve.
Begin by lightly coating a large casserole dish or gratin dish with vegetable spray. Make a single layer with the fennel. Sprinkle with chopped herbs, white pepper, add a few small dabs of butter and splash about 1 to 2 tablespoonfuls of cream.
Next, layer half of the apples and repeat the herbs, butter and cream. Repeat this process until you end with a layer of fennel on top. You should have five layers total, three of fennel and two of apple.
The butter and herbs will be used up on the second layer of apples. Pour the balance of the heavy cream over the last layer of fennel and sprinkle the top with the cheese.
Cover loosely with aluminum foil and bake for about 1 hour or until the vegetables feel almost tender when pierced with a knife. Remove the foil and continue to bake for about 25 to 35 minutes until the cheese is melted and golden brown and crispy.
Remove from oven and let rest, covered with the foil again to stay warm, for about 10 minutes to set up. There will still be some wonderfully apple flavored thin cream that can be served as a sauce on the side.